+211.7%
MRSH vs KTOS
+613.9%
-402.2%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | -4.8% | -2.4% | -2.4% | -4.5% |
| 30D | -6.3% | -26.8% | +20.5% | -3.3% |
| 3M | +5.8% | -20.6% | +26.4% | +7.8% |
| 6M | +2.8% | -47.5% | +50.3% | +8.8% |
| YTD | -3.1% | -38.5% | +35.4% | -0.7% |
| 1Y | -11.3% | -31.0% | +19.7% | -11.2% |
| 3Y | -5.0% | +216.5% | -221.5% | -25.4% |
| 5Y | +19.2% | +105.7% | -86.5% | -3.5% |
| All | +211.7% | +613.9% | -402.2% | +110.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KTOS.
Daily Out/Under-Performance
Portfolio return minus KTOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KTOS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded KTOS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling